add support for normalizing flows + kalman filters
murphyk opened this issue · 0 comments
murphyk commented
The goal is to reproduce this paper
E. de Bézenac et al., “Normalizing Kalman Filters for Multivariate Time Series Analysis,” Adv. Neural Inf. Process. Syst., vol. 33, pp. 2995–3007, 2020 [Online]. Available: https://proceedings.neurips.cc/paper/2020/file/1f47cef5e38c952f94c5d61726027439-Paper.pdf.